A Variational Inequality Approach to Optimal Control Problems with Joint Constraints

Zhengyu Wang () and Stefan Pickl ()
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Zhengyu Wang: Nanjing University
Stefan Pickl: Universität der Bundeswehr München

A chapter in Operations Research Proceedings 2018, 2019, pp 505-510 from Springer

Abstract: Abstract We reformulate the optimal control problem (OCP) with joint state-control constraint into a variational inequality (VI), we use this reformulation to establish the solvability of the OCP, and propose a regularized Galerkin method, convergence properties are presented.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-030-18500-8_63

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DOI: 10.1007/978-3-030-18500-8_63

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